daytrend

07/26/2016

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20160726. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160726 Closing)
42.6% of stocks are above yesterday’s high.
67.0% are above yesterday’s midpoint. (33.0% are below.)
13.6% are below yesterday’s low.
43.8% are inside yesterday’s range.
64.2% of stocks with today’s high > yesterday’s high. (35.8% less than).
42.2% of stocks with today’s low < yesterday’s low. (57.8% greater than).

EVIDENCE OF INTRADAY TREND (20160726 Closing)
69.2% of stocks are above today’s open. (29.8% are below).
63.8% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
11.6% of stocks opened above yesterday’s high.
44.6% of stocks opened above yesterday’s close. (47.4% opened below yesterday’s close).
8.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160726 Closing)
25.7% of stocks are in the top 10% of today’s range.
40.4% are in the top 20%.
68.2% are in the top half. 31.8% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20160726 Closing)
68.7% of stocks are above yesterday’s close. (31.3% are below.)
4.1% are up 4.5% or more. 0.9% are down 4.5% or more.
7.3% are up 3.5% or more. 2.1% are down 3.5% or more.
53.5% are between +1% and -1%.

RSI on DAILY (20160726 Closing)
2-day: >=95:13.0%…>=90:23.2%…>=80:37.7%…>=50:65.3%…<=20:12.0%…<=10:3.8%…<=5:2.0%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.3%…>=50:76.7%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:80.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160726 Closing)
42.6% above previous 1 highs, 13.6% below previous 1 lows
34.3% above previous 2 highs, 8.9% below previous 2 lows
26.7% above previous 3 highs, 6.6% below previous 3 lows
24.8% above previous 4 highs, 5.7% below previous 4 lows
24.0% above previous 5 highs, 4.2% below previous 5 lows
22.7% above previous 6 highs, 3.9% below previous 6 lows
21.0% above previous 7 highs, 3.5% below previous 7 lows
19.9% above previous 8 highs, 3.5% below previous 8 lows
19.4% above previous 9 highs, 3.2% below previous 9 lows
19.2% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160726 Closing)
68.7% are above or equal to 7/25 close (1 days ago), 31.3% are below.
58.2% are above or equal to 7/22 close (2 days ago), 41.8% are below.
70.0% are above or equal to 7/21 close (3 days ago), 30.0% are below.
57.7% are above or equal to 7/20 close (4 days ago), 42.3% are below.
63.9% are above or equal to 7/19 close (5 days ago), 36.1% are below.
62.1% are above or equal to 7/18 close (6 days ago), 37.9% are below.
65.0% are above or equal to 7/15 close (7 days ago), 35.0% are below.
62.4% are above or equal to 7/14 close (8 days ago), 37.6% are below.
65.6% are above or equal to 7/13 close (9 days ago), 34.4% are below.
66.1% are above or equal to 7/12 close (10 days ago), 33.9% are below.
70.2% are above or equal to 7/11 close (11 days ago), 29.8% are below.
74.1% are above or equal to 7/8 close (12 days ago), 25.9% are below.
84.2% are above or equal to 7/7 close (13 days ago), 15.8% are below.
81.5% are above or equal to 7/6 close (14 days ago), 18.5% are below.
83.0% are above or equal to 7/5 close (15 days ago), 17.0% are below.
79.7% are above or equal to 7/1 close (16 days ago), 20.3% are below.
79.9% are above or equal to 6/30 close (17 days ago), 20.1% are below.
84.8% are above or equal to 6/29 close (18 days ago), 15.2% are below.
89.5% are above or equal to 6/28 close (19 days ago), 10.5% are below.
94.3% are above or equal to 6/27 close (20 days ago), 5.7% are below.
87.5% are above or equal to 6/24 close (21 days ago), 12.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160726 Closing)
20d: 28.6% new highs, 2.2% new lows
21d: 28.0% new highs, 2.1% new lows
42d: 20.2% new highs, 1.9% new lows
63d: 16.9% new highs, 1.0% new lows
126d: 14.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160726 Closing)
2-day: 67.3% above, 32.7% below
3-day: 63.1% above, 36.9% below
4-day: 66.4% above, 33.6% below
5-day: 63.9% above, 36.1% below
8-day: 63.4% above, 36.6% below
10-day: 65.2% above, 34.8% below
20-day: 77.9% above, 22.1% below
50-day: 79.9% above, 20.1% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160726 Closing)
META(31): 3.83% Top=AKS CLF X CNX AG TCK CDE SWC ….. FCX SLCA TAHO GG AA SLW SCCO FNV=Bottom (Metals & Mining)
ELEC(48): 2.31% Top=LLTC TXN ON MCHP MU NXPI AMD ADI ….. QLGC JBL HIMX SCTY QRVO FLEX SNPS LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 2.17% Top=ATI AOS CAT KMT CFX RYI CMI TKR ….. IR HON LECO MHK DHR SNA JOY GE=Bottom (Manufacturing)
ENER(84): 1.65% Top=CWEI SGY LPI WNR SM ATW VLO MPC ….. OKS SWN MPLX GEL DO ETP SEMG EEP=Bottom (Energy)
TRAN(30): 1.55% Top=JBLU WAB TRN XPO SAVE LUV HA AAL ….. FDX UNP NAT UPS DAL CP CNI KSU=Bottom (Transportation)
DISV(51): 0.83% Top=EEFT ATHN DV LDOS ACM URI JEC KFY ….. RRD INFO SBAC SERV SCI V XRS CXW=Bottom (Diversified Services)
CONS(53): 0.80% Top=WWW AVY GPK GT BC HAR OI KS ….. LULU PG VFC HBI NKE CHD UA GIII=Bottom (Consumer)
COHW(41): 0.75% Top=S STX WDC SMCI SSYS BBRY UBNT BRCD ….. LVLT VRSN CCI AAPL CTL T OLED VZ=Bottom (Computer Hardware/Telecom)
CHEM(24): 0.72% Top=CC MEOH POT MOS CF FMC HUN GPRE ….. DD FOE RPM PPG SHW ALB EMN CE=Bottom (Chemicals/Fertilizers)
MATE(30): 0.71% Top=MAS CAA AWI TOL MLM FLR EME DAR ….. EXP OC LEN DY RSG CBPX VMC USG=Bottom (Materials & Construction)
RETA(62): 0.71% Top=NFLX SFM ANF JWN GPS EBAY BBY KSS ….. CPRT FINL AMZN TSCO WFM STMP WSM RH=Bottom (Retail & Specialty Retail)
COSW(96): 0.64% Top=CVLT VIPS BITA FIS MTCH ATHM CYBR WUBA ….. TWTR TTWO MEET NUAN TDOC ATVI CHKP CDNS=Bottom (Computer Software/Internet)
HEAL(50): 0.54% Top=BAX PODD A ALGN GMED EW THC CYH ….. NUVA ACHC ABMD AET INCR MOH ANTM CNC=Bottom (Health)
FINA(99): 0.48% Top=YRD KKR EVER CFG RF EVR BOFI LPLA ….. FNFG KEY FRC CIT NSAM WDR TROW WETF=Bottom (Banks/Financials)
INSU(31): 0.06% Top=MTG RDN LNC UNM AON MMC AFL PRU ….. AXS BRO HIG AWH FAF PGR CLGX FNF=Bottom (Insurance)
REAL(102): -0.47% Top=KRC LGIH NLY ALLY SC STWD GGP JLL ….. OHI RLJ DRH TREE LHO LPT SHO PEB=Bottom (Real Estate)
LEIS(35): -1.10% Top=WYNN LVS MGM BYD MAR SBUX ARMK VAC ….. JACK DRI WEN EAT PNRA MCD CAKE TXRH=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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